About
I am Jaspreet Kaur Anand, a Research Scholar in the Department of Mathematics at IIT Guwahati. I am currently working under the supervision of Prof. Natesan Srinivasan.
My primary research interest lies in Numerical Analysis, Differential Equation (ODE/PDE), Finite Difference Method, Computational Finance, Programming in MATLAB.
Qualifications
- Ph.D. : Department of Mathematics, Indian Institute of Technology, Guwahati (2020 onwards)
- M.Sc. Mathematics:Department of Mathematics, Birla Institute of Technology, Mesra, Ranchi (2018-2020)
- B.Sc. Mathematics: Institute for Excellence in Higher Education Bhopal, M.P. (2015-2018)
- Higher Secondary: Holy Faith Higher Secondary School, Harda, M.P. (2015)
- Secondary: Holy Faith Higher Secondary School, Harda, M.P. (2013)
- Inspire Scholar: (2015-2020)
- M.Sc. Mathematics: 1st Rank Holder
Area of Research
- Numerical Schemes for solving Black-Scholes Partial Differential Equation in Computational Finance.
Teaching Assistantship
- MA - 101 : MATHEMATICS I :: November 2021 -March 2022
- MA - 201 : MATHEMATICS III :: July 2022 -December 2022
- MA - 102 : MATHEMATICS II :: January 2023 -April 2023
- MA - 201 : MATHEMATICS III :: July 2023 -December 2023
- MA - 322 : SCIENTIFIC COMPUTING :: January 2024 -April 2024
- MA - 101 : MATHEMATICS I :: July 2024 -December 2024
Publication
- J. Kaur, S. Natesan (2023) A novel numerical scheme for time-fractional Black-Sholes PDE governing European options in mathematical finance. Numerical Algorithm, 94:1519 -1549
